Re: st: STATA 12 very slow compared to STATA 10

[Sara Borelli <saraborelli77@gmail.com>]

Nick,

thank you very much for your suggestions

I did not use Mata before, I tried to play around with it but it seems
 it cannot be combined with loop...
Since I have several loops in my program, would you have an example or
suggestion of how I could implement some of my program using Mata and
in loop?

Thanks for any input you might have

Sara


On Tue, Mar 12, 2013 at 10:29 AM, Nick Cox <njcoxstata@gmail.com> wrote:
> Maarten [NB] understated the difficulty for everyone but you, as the
> speed of Stata [NB] can depend on what else is running, how much
> memory is available, etc., etc.
>
> A quite different comment is what are you doing here and why? I see
> lots of pushing variables in and out of Stata matrices and some
> bootstrap sampling, so four points as you are worried about speed.
>
> 0. I see no point in using Stata matrices for storing data unless you
> want to do matrix manipulations.
>
> 1. Mata matrices are faster than Stata matrices. That was true in Stata 10 too.
>
> 2. When bootstrapping, it seems easiest to hold each sample in memory
> once, process it and then throw it away.
>
> 3. -mmerge- [source not given, but last updated on SSC in 2002?]  is
> long since superseded by a revised -merge-.
>
> Naturally I can't comment on the rest of the program.
>
> Nick
>
> On Tue, Mar 12, 2013 at 1:40 PM, Sara Borelli <saraborelli77@gmail.com> wrote:
>> Hi Martin
>> you are right, I did not ask the question correctly. I thought there
>> was maybe a common problem for STATA 12 being slow in general that
>> others might have encountered. I apologize for that
>>
>> I write here below an extract of the program I am running. If you have
>> any insight of what is going wrong I would really appreciate it. I
>> also tried to run the entire program using "version 10" at the
>> beginning of the do file, but it is still very slow
>> I let the program run all night but is still not done. When I was
>> using STATA 10 it was taking only 15 minutes overall
>>
>>
>> before this "mat define" command line I am running some glm estimation
>> that works at usual speed
>>
>> mat define P=J(618,1,.)
>>
>> set seed 55982264
>>
>> forvalues x=1/500 {
>>
>> mat define BS_r`x'=J(618,1,.)
>>
>> use data1
>> for each var of varlist v1 v2 v3 v4 ....v10 {
>> bsample
>> mkmat `var', mat(Z_`var'_r`x')
>> mat BS_r`x'=BS_r`x',Z_`var'_r`x'
>> }
>> drop v1-v10
>> svmat BS_r`x', names(col)
>> gen id=_n
>> save BS_r`x', replace
>>
>> use data2, clear
>> gen id=_n
>> mmerge id using BS_r`x'
>> save replication `x'
>> predict prediction`x'
>> mkmat prediction`x', mat(P_`x')
>> mat P=P, P_`x'
>> }
>>
>> It seem to run smoothly until the "predict", but seems to get slow at
>> the time of running the command  mkmat prediction`x', mat(P_`x')
>>
>> thanks for any insight you might have
>>
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